| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
6,830.0 |
6,835.0 |
5.0 |
0.1% |
6,729.0 |
| High |
6,858.5 |
6,885.0 |
26.5 |
0.4% |
6,840.5 |
| Low |
6,765.5 |
6,676.5 |
-89.0 |
-1.3% |
6,517.0 |
| Close |
6,781.0 |
6,716.5 |
-64.5 |
-1.0% |
6,810.0 |
| Range |
93.0 |
208.5 |
115.5 |
124.2% |
323.5 |
| ATR |
135.8 |
141.0 |
5.2 |
3.8% |
0.0 |
| Volume |
170 |
250 |
80 |
47.1% |
1,414 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,384.8 |
7,259.2 |
6,831.2 |
|
| R3 |
7,176.3 |
7,050.7 |
6,773.8 |
|
| R2 |
6,967.8 |
6,967.8 |
6,754.7 |
|
| R1 |
6,842.2 |
6,842.2 |
6,735.6 |
6,800.8 |
| PP |
6,759.3 |
6,759.3 |
6,759.3 |
6,738.6 |
| S1 |
6,633.7 |
6,633.7 |
6,697.4 |
6,592.3 |
| S2 |
6,550.8 |
6,550.8 |
6,678.3 |
|
| S3 |
6,342.3 |
6,425.2 |
6,659.2 |
|
| S4 |
6,133.8 |
6,216.7 |
6,601.8 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,693.0 |
7,575.0 |
6,987.9 |
|
| R3 |
7,369.5 |
7,251.5 |
6,899.0 |
|
| R2 |
7,046.0 |
7,046.0 |
6,869.3 |
|
| R1 |
6,928.0 |
6,928.0 |
6,839.7 |
6,987.0 |
| PP |
6,722.5 |
6,722.5 |
6,722.5 |
6,752.0 |
| S1 |
6,604.5 |
6,604.5 |
6,780.3 |
6,663.5 |
| S2 |
6,399.0 |
6,399.0 |
6,750.7 |
|
| S3 |
6,075.5 |
6,281.0 |
6,721.0 |
|
| S4 |
5,752.0 |
5,957.5 |
6,632.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,885.0 |
6,628.5 |
256.5 |
3.8% |
144.5 |
2.2% |
34% |
True |
False |
259 |
| 10 |
6,885.0 |
6,517.0 |
368.0 |
5.5% |
139.0 |
2.1% |
54% |
True |
False |
262 |
| 20 |
7,110.0 |
6,517.0 |
593.0 |
8.8% |
145.7 |
2.2% |
34% |
False |
False |
217 |
| 40 |
7,217.5 |
6,517.0 |
700.5 |
10.4% |
123.2 |
1.8% |
28% |
False |
False |
1,168 |
| 60 |
7,217.5 |
6,517.0 |
700.5 |
10.4% |
104.6 |
1.6% |
28% |
False |
False |
799 |
| 80 |
7,217.5 |
6,049.0 |
1,168.5 |
17.4% |
93.2 |
1.4% |
57% |
False |
False |
607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,771.1 |
|
2.618 |
7,430.9 |
|
1.618 |
7,222.4 |
|
1.000 |
7,093.5 |
|
0.618 |
7,013.9 |
|
HIGH |
6,885.0 |
|
0.618 |
6,805.4 |
|
0.500 |
6,780.8 |
|
0.382 |
6,756.1 |
|
LOW |
6,676.5 |
|
0.618 |
6,547.6 |
|
1.000 |
6,468.0 |
|
1.618 |
6,339.1 |
|
2.618 |
6,130.6 |
|
4.250 |
5,790.4 |
|
|